Sandra Cook, who was standing in the crowd next to the gift-giver, told the Telegraph that she overheard Middleton's response.

"I distinctly heard her say 'thank you, I'll take that for my d …' then she stopped herself. I said to her: 'You were going to say daughter weren't you?' and she said 'No, we don't know'," Cook, 67, told the Telegraph.

""I said, 'Oh I think you do', to which she said: 'We're not telling'," Cook added.